Information about asset attribute.

Related instrument.

Collateral Report Message.

Contains CollateralReport message received.

Information about Commission Data.

Information about reported commodity.

Information about date.

Delivery Stream.

Contains information about error.

Information about instrument events.

Information about financing details.

Payment Stream Fixed Rate.

Contains Fixml message received.

Payment Stream Floating Rate.

Information about reported stream.

Information about reported trade leg.

Information about leg alternative id.

This exception was thrown if corrupted or expired license found.

This exception was thrown if required license cannot be found.

This exception was thrown if required license cannot be found.

Information about option exercise.

Information about option exercise date.

Repeating block of Parties identifying information (e.g., Broker Code)

Party Sub ID

Information about the premium for commodity swaptions.

Payment Stream Payment Dates.

A subcomponent of the Stream; details the attributes of a payment stream in a swap.

Information about position amount.

Represents proxy account information.

Regulatory Trade Identifier.

Related instrument.

Information about related trades.

Information about reported instrument id.

Information about reported instrument.

Information about sides.

Requested instrument description.

This exception was thrown if request cannot be found by request ID taken from received response.

Requested party description.

Repeating block of Parties identifying information (e.g., Broker Code)

Session is base class for CME STP connection.

Information about settlement period.

Information about Side Regulatory Trade.

Requested trade date.

Trade Capture Report Message

Contains TradeCaptureReport message received.

Trade Capture Report Request message.

The Request Acknowledgment will only be sent to deliver error messages.

Contains TradeCaptureReportRequestAcknowledgement message received.

Contains TradeCaptureReportRequestEventArgs message sent.

Information about reported trade leg.

Information about trade regulation publication.

Information about trade time.

Information about underlying instrument.

Information about reported yield data.

Identifies if the trade is marked for allocation.

Indicates if the trade is marked for average pricing allocation.

An indication of whether or not a reportable swap transaction is cleared by a derivatives clearing organization.

An indication of whether or not a reportable swap transaction is intended to clear.

An indication of whether a party to a swap is using the end-user exception.

Indicates the type of Clearing Transformation that generated this Trade.

Collateral report transaction type.

Collateral status.

Type of Commission.

Indicates the method used to calculate broker fees.

General base type of the commodity traded.

The customer capacity for this trade.

Specifies the commodity delivery flow type.

This indicates the type of differential price represented in the Differential Price attribute. Supported Values: 0 - Differential from Settlement Price 1 - Differential between legs

Represents the type of event associated with the contract. Supported Values: 8 - Swap / CDS Start Date 9 - Swap / CDS End Date 13 - First Delivery Date 111 - Unadjusted Next Coupon Date 112 - Unadjusted Previous Coupon Date 113 - Unadjusted Previous Previous Coupon Date 121 - Fixing Date

Specifies whether the transaction was executed via an automated execution platform or other method.

Type of exercise of a derivatives security.

Indicator flag used to determine the eligibility of fee discount based on threshold level.

Time unit associated with the frequency of payments. Supported Values: D - Day Wk - Week Mo - Month Yr - Year T - Term

Indicates whether collateral should be returned in request result.

Indicates if an order was submitted for market making obligation as required for MiFID. Applicable only for EU fixed income markets.

Used to subscribe to tickets based on origination either from API or manually created trades.

Used to indicate what an Multi-leg Report represents (e.g. used with multi-leg trades, such as option call & puts, spreads, etc.). Supported Values: 2 = Individual leg of a multi-leg trade 3 = Multi leg of a multi-leg trade

Used to subscribe to tickets based on disclosed or non-disclosed status of the trade. Only applies to EBS Direct trades, ignored for Globex trades.

Indicates offset or onset due to allocation. Supported Value: 0 = Offset 1 = Onset

For Exercise/Assignment Transformation, this indicates whether or not the resulting Future was the result of an Early Exercise Instruction (Prior to Settlement Date).

Specifies the Time Unit of the original trade, e.g. whether it was entered as contracts per day or per month. Note that all trades are normalized to default units in STP API, regardless of the units originally used to enter the trade. Supported Values: D - Day H - Hour Min - Minute Mo - Month S - Second Wk - Week Yr - Year

Used to identify the source of the Party.

Identifies the type or role of the PartyID (448) specified. For subscriptions, Executing Trader (Role =12) can be specified. For filtered snapshots, Clearing Firm (Role = 4), Trading Firm (Role = 1), and Account (Role = 24) can be specified.

Identifies the type of the Nested2PartySubID (760) specified.

Type of payment.

Represents Residual Price of Average Price System (APS) transactions. Supported value: CRES - Cash Residual Amount ICPN - Initial Trade Coupon Amount IPMT - Upfront Payment PREM - Premium Amount TVAR - Trade Variation Amount

Identifies the type of ticket. Interdealer tickets(also known as Market tickets) are received by Bilateral GFIDs or Prime Broker GFIDs(when facing bilateral codes, ie not when facing their Prime Customer). Prime Give Up tickets are also known as synthetic tickets and are those in which either the Prime Broker or Prime of Prime Broker faces their Prime Client, OR when the Prime(or Prime of Prime) Client faces their credit parent broker. Prime of Prime Broker tickets are similar to Interdealer tickets in nature but are solely when the Prime of Prime Broker faces their credit parent broker.

Used to filter for / subscribe to tickets based on the ticket type. Typically only valid for use by Prime Brokers. Prime Give Up tickets are also known as synthetic tickets representing the back to back deal with the prime Customer.

This is a further qualification of the Price Type, and determines whether this is an initial (preliminary) or final price. Supported Values: 0 - Initial price. 1 - Final price.

Indicates the type of the price associated with the trade. Supported Values: 1 - Percentage (i.e. percent of par) 2 - Per unit (i.e. per share or contract) 10 - Fixed cabinet trade price (primarily for listed futures and options) 11 - Variable cabinet trade price (primarily for listed futures and options) 100 - Tentative placeholder price 101 - Updated actual price

Enables the user to filter trades based on a specific product.

Indicates whether an option contract is a put or call. Supported Values: 0 - Put 1 - Call

Type of quantity specified in a quantity field. Supported Value: 0 = Notional / Units 1 = Contracts term

Event causing origination of the ID. For combinations, use the higher enumeration value. E.g. for Allocation plus Clearing use the value 2.

Position of ID in trade hierarchy.

Related security type.

Describes the source of the identifier that RelatedTradeID(1856) represents.

A category of CDS credit event in which the underlying bond experiences a restructuring. Used to define a CDS instrument. Supported Values: FR - Full Restructuring MM - Modified Mod Restructuring MR - Modified Restructuring XR - No Restructuring specified

Used to identify the source of the Party.

Source of alternate ID.

Indicates type of security.

Specifies the commodity delivery flow type.

Indicates whether holidays are included in the settlement periods. Required for electricity contracts.

Settlement method for a contract. Can be used as an alternative to CFI Code value.

Side of order Supported Values: 1 = Buy 2 = Sell

Indicates whether or not a trade is split.

Type of swap stream.

Subscription Request Type Supported Values: 0 = Snapshot (Query) 1 = Subscribe

Substitution indicator.

Indicates the type of regulatory timestamp.

If a swap is not cleared, an indication of whether a swap is Uncollateralized, Partially Collateralized, One-Way Collateralize, Fully Collateralized.

Trade collateral status.

Event causing origination of the ID, e.g. Clearing.

Included when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe.

The type of Regulatory Trade ID being sent.

When used in conjunction with PartyRole (tag 452) R=7 (Trading Firm) provides further context of the role played by that trading firm.

The method used to negotiate the trade price. This is to support CDS trade negotiation where dealers can negotiate prices in deal spread or in percent of par. Supported Values: 0 - Percent of Par 1 - Deal Spread 2 - Upfront Points 3 - Upfront Amount 4 - Upfront Amount and Percent of Par 5 - Upfront Amount and Deal Spread 6 - Upfront Amount and Upfront points

Status of the price.

Trade regulation publication reason.

Trade regulation publication type.

Type of Execution being reported.

Indicates the purpose of the trade within the workflow and determines the action of the receiver of the trade. Supported Values: 101 = Notification

Result of Trade Request Supported Values: 0 - Successful (default) 1 = Invalid or unknown instrument 2 = Invalid type of trade requested 3 = Invalid parties 9 = Unauthorized for Trade Capture Report Request 99 = Other

Status of Trade Request. Supported Values: 2 = Rejected

Type of Trade Capture Report. Supported Values: 1 = Initial request for results matching Criteria provided on request (filtered subscription or query snapshot) . 3 = Continue sending results of query snapshot/subscription polling (TradeRequestID must match original request).

Indicates the status of the trade in clearing. Supported Values: 0 = Accepted

Represents the CME Trade Type Subset, TAS Flag & the APS Offset and Onset Flag.

CME Trade Type & Trade Transfer Flag.

Reason trade is being transferred.

Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option").

Sfx.

Physical unit of measure for Derivative products. NOTE: Additional values may be used by mutual agreement of the counterparties

Identifies the sub-type of the venue where a trade was executed.

Identifies the type of venue where a trade was executed. Supported Values: C - Clearing house E - Electronic O - Off facility swap P - Pit R - Registered Market (SEF) X - Ex-Pit

Used to subscribe to trades based on the venue where the trade was executed. For Globex Venue Type is set to 'E'. For EBS Direct Venue Type is set to 'Q'.